ECBOT 30 Year Treasury Bond Future September 2009


Trading Metrics calculated at close of trading on 11-May-2009
Day Change Summary
Previous Current
08-May-2009 11-May-2009 Change Change % Previous Week
Open 118-27 119-08 0-13 0.3% 120-24
High 119-19 120-18 0-31 0.8% 121-23
Low 118-06 119-08 1-02 0.9% 118-06
Close 118-31 120-12 1-13 1.2% 118-31
Range 1-13 1-10 -0-03 -6.7% 3-17
ATR 1-17 1-17 0-00 0.4% 0-00
Volume 1,136 2,097 961 84.6% 3,655
Daily Pivots for day following 11-May-2009
Classic Woodie Camarilla DeMark
R4 124-00 123-16 121-03
R3 122-22 122-06 120-24
R2 121-12 121-12 120-20
R1 120-28 120-28 120-16 121-04
PP 120-02 120-02 120-02 120-06
S1 119-18 119-18 120-08 119-26
S2 118-24 118-24 120-04
S3 117-14 118-08 120-00
S4 116-04 116-30 119-21
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 130-07 128-04 120-29
R3 126-22 124-19 119-30
R2 123-05 123-05 119-20
R1 121-02 121-02 119-09 120-11
PP 119-20 119-20 119-20 119-08
S1 117-17 117-17 118-21 116-26
S2 116-03 116-03 118-10
S3 112-18 114-00 118-00
S4 109-01 110-15 117-01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-23 118-06 3-17 2.9% 1-09 1.1% 62% False False 981
10 124-10 118-06 6-04 5.1% 1-13 1.2% 36% False False 687
20 126-29 118-06 8-23 7.2% 1-13 1.2% 25% False False 381
40 130-15 118-06 12-09 10.2% 1-21 1.4% 18% False False 289
60 130-15 118-06 12-09 10.2% 1-19 1.3% 18% False False 199
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-10
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-04
2.618 124-00
1.618 122-22
1.000 121-28
0.618 121-12
HIGH 120-18
0.618 120-02
0.500 119-29
0.382 119-24
LOW 119-08
0.618 118-14
1.000 117-30
1.618 117-04
2.618 115-26
4.250 113-22
Fisher Pivots for day following 11-May-2009
Pivot 1 day 3 day
R1 120-07 120-01
PP 120-02 119-23
S1 119-29 119-12

These figures are updated between 7pm and 10pm EST after a trading day.

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